How big are the geckos? I suspect an Oscar may not eat the whole thing unless it's a very big fish, you certainly don't want half eaten geckos left in your tank. Whereas live food can be beneficial to an Oscar's diet, things like crickets, mealworms, earthworms etc, I'm not sure that reptiles are really the best food to keep your Oscar. I don't think now be able to manage to chew up all the bones and digest them properly unless it is a tiny little lizard.
You be better off leaving the geckos to do what they are good at, keeping your house clear flies and other nasty little critters.